+95.4%
STM vs IWD
+28.5%
+66.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +1.4% |
| 7D | +16.3% | +1.7% | +14.6% | +11.8% |
| 30D | -6.3% | +3.2% | -9.5% | -12.9% |
| 3M | -14.1% | +2.3% | -16.4% | -18.8% |
| 6M | -19.6% | +12.9% | -32.5% | -42.0% |
| YTD | +80.1% | +26.2% | +53.9% | +0.7% |
| 1Y | +95.4% | +28.3% | +67.1% | +5.9% |
| All | +95.4% | +28.5% | +66.8% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling